AGF A/S MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.46% (-3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1604 | 27.04 | |
| 0.7567 | 106.04 | |
| 0.0116 | 1.37 | |
| 0.0101 | 4.41 | |
| 0.0114 | 12.26 | |
| 0.9877 | 960.75 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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